+207.6%
TSEM vs CTAS
-0.4%
+207.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -4.5% |
| 7D | +0.9% | -1.3% | +2.2% | 0.0% |
| 30D | -16.6% | -3.1% | -13.6% | -18.1% |
| 3M | -10.9% | +10.3% | -21.2% | -5.2% |
| 6M | +78.0% | +1.6% | +76.4% | +86.9% |
| YTD | +77.2% | +6.3% | +70.9% | +88.0% |
| 1Y | +207.6% | -0.5% | +208.0% | +228.7% |
| All | +207.6% | -0.4% | +207.9% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling